Missing data

[annettes]

Hi,
I am using NinjaTrader 6.5 version 18, connected to Gain. (I have only just upgraded from version 17). I am missing quite a lot of data at random times. It is happenning on most pairs but the EUR/USD is the worst. Attached is a screenshot of a chart showing missing data between 19:00 on 4/12/09 and 17:00 on 6/12/09. Also attached is the exported data, so you can see how much is missing. My PC clock is set to EST even though I am in Australia.

I tried reloading the histoical data, but this made no difference. Then I tried Tools->Historical Data->Delete for EUR/USD, then opened a new chart of the same pair, but again it made no difference. Can you tell me what is causing this and how I can fix it please.

Thanks.

[NinjaTrader_Jason]

Hello annettes,

Unfortunately this is as expected. When I load a 60 minutes chart on my end, I display the same data for 12-5-2009.

NinjaTrader acts like a radio receiver and displays the data it receives. Unfortunately historical data is provided this way - before March 2010 the first few hours of Sunday's data is plotted at the same price.

You could connect to a different supported connectivity provider that supports forex data.

[annettes]

Hi Jason,
Thanks for that information. That partly explains it. However, I am seeing it up to the present day in some pairs (not EUR/USD, but AUD/USD for example). Also, the number of bars shown between 5pm Fri and 6pm Sunday varies enormously and is not the same from one computer to another. The attached screenshot shows another example on EUR/USD from 5/6/09 to 7/6/09. If I run NinjaTrader on another computer and bring up the same chart I get only one bar between 5pm Fri and 6pm Sun, rather than the 40 or 50 shown in teh screenshot. Can you explain what would cause this? What do you see on your screen? The problem is that it can distort the indicators and cause incorrect results in my auto strategies.

[NinjaTrader_Jason]

Hello annettes,

I display the same data on my end. Could it be historical data was loaded from a different source on the other PC?

Unfortunately historical data is received this way while connected to Gain. You could connect to a different connectivity provider that supports forex data.

[annettes]

No, both computers only receive data from Gain. I have checked with friends who also use Gain and NinjaTrader and they are seeing the results I am getting on the second PC - i.e. without all the extra bars between the Friday close and the Sunday open. So for some reason, under only some conditions, NinjaTrader seems to be adding these extra bars. The reason I say this is that last time I had this problem (http://www.ninjatrader.com/support/f...355#post172355) I ended up completely re-installing NinjaTrader to get rid of the problem. No difference in data provider - but the problem went away with a fresh installation of Ninja. So it seems to only happen after you have been running Ninja for a while.

So, could you please escalate this problem to a higher level. It is a serious issue that needs to be resolved.

Thanks for your help.

[NinjaTrader_Jason]

When I test it using a fresh database this morning, I can reproduce the data for 6/6/2009 and 12/5/2009. If I test it again with a new database once more, the same historical data is loaded. Historical data is provided this way when you load it fresh.

On your second PC, can you please go to Control Center-->Tools-->Historical Data and delete all EURUSD data. Restart NinjaTrader and load a new EURUSD chart and check if data resembles as the first PC.

[annettes]

I did what you suggested and yes, now I am seeing the additional bars on my second PC as well. But doesn't that mean that there is a difference between what is coming in and being displayed in real time and what is stored on the historical data servers? I am using the NinjaTrader servers for historical data on both computers, not the Gain servers. What are you using?

[NinjaTrader_Jason]

I am using NinjaTrader servers as well. Gain will only provide 24 hours of historical data.

[annettes]

OK, but we still haven't actually resolved the issue. There shouldn't be a difference between what is displayed the first time a chart is created, and what is displayed after deleting and reloading the data for that chart. Surely you agree? Attached is a screenshot from the 2nd PC of 6/6/09 before deleting and reloading the data, to show the difference.

Does the data stored in the NinjaTrader historical data servers come from Gain?

Could you please show this thread to the programmers working on debugging and just see what they say.
Thanks.

[NinjaTrader_Jason]

I will send an email to Development for clarificiation. Once there is news regarding the matter, I will let you know.

[NinjaTrader_Jason]

Hello annettes,

I received response back that it cannot be real-time data displayed in the screenshot - 6/6/2009 is always historical data.

Unfortunately historical data is provided this way by the historical data server.

NinjaTrader 7 will allow you to exclude historical data to your liking in the Historical Data Manager.

http://www.ninjatrader.com/support/helpGuides/nt7/editing.htm

It is still in beta pase, but publicly available at the link below.

http://www.ninjatrader.com/webnew/download_trading_software.htm